In this paper I offer an appraisal of James Bogen and James Woodward’s distinction between data and phenomena which pursues two objectives. First, I aim to clarify the notion of a scientific phenomenon. Such a clarification is required because despite its intuitive plausibility it is not exactly clear how Bogen and Woodward’s distinction has to be understood. I reject one common interpretation of the distinction, endorsed for example by James McAllister and Bruce Glymour, which identifies phenomena with patterns in data sets. Furthermore, I point out that other interpretations of Bogen and Woodward’s distinction do not specify the relationship between phenomena and theories in a satisfying manner. In order to avoid this problem I propose a contextual understanding of scientific phenomena according to which phenomena are states of affairs which play specific roles in scientific practice and to which we adopt a special epistemic attitude. Second, I evaluate the epistemological significance of Bogen and Woodward’s distinction with respect to the debate between scientific realists and constructive empiricists. Contrary to what Bogen and Woodward claim, I argue that the distinction does not provide a convincing argument against constructive empiricism.